Sounds like a problem with "file associations" in My Computer. Access cannot "open" anything but Access files, but if you have a filetype associated with another program, like Windows Media Player for .avi files, it will use that program to open the file. Open My Computer, Tools, Folder Options, File Types tab, scroll down to AVI, select that and look below for "Details". You will be able to set whatever program you want to open .avi files, by default. Usually it is set to Windows Media Player.
Experience is the thing you have left when everything else is gone.